+775.1%
CB vs LULU
+704.9%
+70.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -17.4% | +15.5% | +1.0% |
| 7D | +0.5% | -16.7% | +17.2% | +3.3% |
| 30D | -3.1% | -18.5% | +15.4% | -0.1% |
| 3M | +9.0% | -19.5% | +28.4% | +12.2% |
| 6M | +2.9% | -41.9% | +44.8% | +11.3% |
| YTD | +10.1% | -51.6% | +61.7% | +22.5% |
| 1Y | +22.8% | -51.2% | +74.0% | +35.4% |
| 3Y | +73.8% | -75.1% | +148.9% | +108.2% |
| 5Y | +99.2% | -74.1% | +173.3% | +129.6% |
| 10Y | +218.2% | +46.7% | +171.5% | +152.9% |
| All | +775.1% | +704.9% | +70.2% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling